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Society for Industrial and Applied Mathematics (SIAM) Optimal Design of Experiments: 50 (Classics in Applied Mathematics, Series Number 50)

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Description
Optimal Design of Experiments offers a rare blend of linear algebra, convex analysis, and statistics. The optimal design for statistical experiments is first formulated as a concave matrix optimization problem. Using tools from convex analysis, the problem is solved generally for a wide class of optimality criteria such as D-, A-, or E-optimality. The book then offers a complementary approach that calls for the study of the symmetry properties of the design problem, exploiting such notions as matrix majorization and the Kiefer matrix ordering. The results are illustrated with optimal designs for polynomial fit models, Bayes designs, balanced incomplete block designs, exchangeable designs on the cube, rotatable designs on the sphere, and many other examples.

Product Specifications
Brand
Society for Industrial and Applied Mathematics (SIAM)
Format
paperback
ASIN
0898716047
Category
Books > Subjects > Science, Nature & Maths > Mathematics > Optimisation
Domain
Amazon UK
Release Date
01 April 2006
Listed Since
10 December 2006

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